+169.3%
RTX vs D
+4.5%
+164.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.3% |
| 7D | -5.2% | +0.4% | -5.6% | -5.3% |
| 30D | -9.4% | -3.6% | -5.8% | -8.5% |
| 3M | +12.3% | -1.0% | +13.3% | +12.5% |
| 6M | -3.1% | +6.3% | -9.4% | -5.0% |
| YTD | +10.7% | +14.7% | -4.0% | +6.2% |
| 1Y | +28.4% | +16.9% | +11.5% | +22.4% |
| 3Y | +147.1% | +56.8% | +90.3% | +113.9% |
| All | +169.3% | +4.5% | +164.8% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling